If Serial Experiments Lain is the entire series, then I'd recommend that one first. Other than that, it seems like most of them are volumes in the middle of the series, so it might be easier for you to just watch them to sample. I will say that the mystery box looks a lot more appealing when you see all the dvd's layed out like that.

But didn't the advertisement say that they were all random, so they may not all be the same. If they are, I don't mind, I can use some, and trade off the ones I don't want, or give them as Christmas gifts. Really not bad for the price.